Hi all,
I wanted to download every episode of Security Now so I could go back and
listen to the back-catalogue (I've only been listening for a few months).
I threw together a little bash script to pull down all the episodes from
grc.com. I'm posting it here in case anyone else wants to use it (you
need wget):

As it states, he was publishing a script to download all Security Now episodes from the server.
This spawned a few messages of how to do it differently.
I am attempting to record all these different ways for future downloaders.
If you attempt this, set aside some space. As of 2012-05-16, approx: 11.8GB for HQ, 3.62GB for LQ.

I also make use of scripting to maintain my SN-archive. Attached you will find the ones I made. Their function is very simple and as a default (void of argument) will “guesstimate”, i.e. make use of previously downloaded stuff and then based upon that derive “next” episode for download.

Big note: As you, I wrote these in a bit of a haste a few years back and I had absolutely no intention of the code being scrutinized by this community or anyone else for that matter. If you find the code yucky, or beyond, most likely I am already agreeing. If you see solutions in the code that could have been written a lot more clever, again it comes as no surprise at all.

Disclaimer: These scripts are not guaranteed to be failsafe, foolproof or even to work…but to my experience they usually do, at least in line with my initial description. These scripts are definitely not compatible with the intentions of the RIAA, MPAA or any other racketeering organization affiliated with Sony and the other legitimate crooks of our time and society. Then again, anything able to download whatever or for that matter technology in general beyond the abacus is probably incompatible along those lines…
dl_sn_grc.sh:

Well... if you're running windows, then you may also leverage the BITS
tool (Background Intelligent Transfer System); the critter integrates
with the windows network stack and ensures that ongoing downloads won't
clogger your bandwidth; this means that BITS won't be the faster way to
download stuff but it will, for sure, be the less "impacting" one; you
probably won't even notice that it's fetching stuff
The cornerstone of such a thing would be a tool called "bitsadmin"
http://msdn.microsoft.com/en-us/library/windows/desktop/aa362813%28v=vs.85%29.aspx
http://msdn.microsoft.com/en-us/library/windows/desktop/aa362812%28v=vs.85%29.aspx
http://technet.microsoft.com/en-us/library/cc753856%28v=ws.10%29.aspx
basically it's a cmdline interface to the BITS service; as for every
windows app/service, there are several ways to use it; the most simple
and straightforward one is the following
bitsadmin /transfer JOBX /download /priority normal http://media.grc.com/sn/sn-001.mp3 d:\SN\sn-001.mp3
the above (single line) will create a job called JOBX, add it a file,
that is "sn-001.mp3", tell it to download the file to d:\SN and then,
immediately start the job in sync mode (just like entering "wget..."
from the cmdline) then... ok, there are other ways to use it; for
example, you may create background jobs which will run (and fetch the
desired files) and which, at end (ok or error) will call whatever
script/program or piece of code you want
The BITS subsystem is the one used by windowsupdate to fetch files and
while it isn't "fast" (not its purpose) I think it's worth exploring

ObiWan also came up with this and I think, right now anyways, this would be the best way to do it for Windows users:

The below will fetch all the episode from 001 to 100 (for…) and save
then in c:\sn the episode number is correctly aligned with zeroes by
that “%NBR:~-3%”; basically the code first adds 000 in front of the
number and then picks the rightmost 3 chars